Anic Equity¶

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Total return since start: 0.624 %¶

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Equity now: -----------------------------> 49607.9 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45546.69 Kr¶

PnL: ---------------------------------------> 490.69 Kr¶

DD now: ---------------------------------> -6.612 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 14:54:01.839079'

Anic Portfolio¶

Today¶

Return: 1.503 %¶

This Week¶

Return: 0.618 %¶

Total portfolio value¶

Return including deposits: 62.404 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.770000 1673.640000 204.640000 13.930000 1468.999998
Sedana Medical 93 4.490000 2683.980000 162.980000 6.460000 2521.000011
Orrön Energy 180 5.080000 2160.900000 117.900000 5.770000 2043.000000
Platzer Fastigheter Holding B 12 5.200000 1020.000000 59.000000 6.140000 960.999996
Atrium Ljungberg B 5 4.360000 994.000000 59.000000 6.310000 935.000000
JM 6 4.100000 913.800000 49.800000 5.760000 864.000000
Catena 2 4.380000 838.400000 46.400000 5.860000 792.000000
Sagax A 4 4.650000 900.000000 46.000000 5.390000 854.000000
Sagax B 4 3.740000 899.200000 45.200000 5.290000 854.000000
Hexatronic Group 12 3.500000 1002.000000 35.000000 3.620000 966.999996
Hoist Finance 35 0.870000 1013.250000 33.250000 3.390000 980.000000
BioGaia B 8 1.710000 950.400000 20.400000 2.190000 930.000000
Bilia A 8 1.780000 916.000000 16.000000 1.780000 900.000000
VEF 909 2.600000 1865.270000 15.270000 0.830000 1850.000436
Gränges 9 1.360000 940.500000 12.500000 1.350000 927.999999
Biotage 7 0.970000 952.000000 11.000000 1.170000 940.999997
Clas Ohlson B 12 0.310000 977.400000 4.400000 0.450000 972.999996
OX2 13 1.310000 952.900000 2.900000 0.310000 949.999999
HEXPOL B 9 -0.530000 1022.400000 1.400000 0.140000 1020.999996
EQT 4 0.530000 832.400000 0.400000 0.050000 832.000000
AcadeMedia 8 0.100000 401.200000 -0.800000 -0.200000 402.000000
ASSA ABLOY B 3 -0.120000 774.900000 -4.100000 -0.530000 779.000001
Byggmax Group 33 -0.210000 951.060000 -4.940000 -0.520000 956.000001
Alimak Group 11 0.120000 918.500000 -9.500000 -1.020000 927.999996
Nordic Waterproofing Holding 7 0.890000 952.000000 -15.000000 -1.550000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
SKF B 5 -2.040000 913.000000 -27.000000 -2.870000 940.000000
Hexagon B 26 1.230000 3432.000000 -29.000000 -0.840000 3461.000010
Indutrade 5 2.280000 1187.500000 -30.500000 -2.500000 1218.000000
Vitec Software Group B 2 0.860000 1051.000000 -36.000000 -3.310000 1087.000000
Addnode Group B 11 -1.890000 884.400000 -36.600000 -3.970000 921.000003
Latour B 4 0.000000 818.000000 -39.000000 -4.550000 857.000000
Bufab 3 -0.510000 1047.600000 -61.400000 -5.540000 1109.000001
BHG Group 97 2.860000 1393.890000 -65.110000 -4.460000 1458.999989
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
TOTAL 45546.690000 490.690000 -6.61225% 45056.000411

Updated:¶

'2023-07-04 14:54:18.803925'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶